Cool character
Does it drip blood everywhere as it flies around?
I can't edit right now but just wanna say this palette suffers from the same issue as you're previous work, and that is that each ramp is basically the same hue.
I think you should explore blending from one hue to another instead of just plain dark red to plain bright red.
I don't know what software you work in but I like duplicating the layer, mess with colours, do a compare, duplicate again, mess some more and so forth.
It makes sense to get the shading down first as you're trying to do but don't forget to try that afterwards.
In terms of wing structure I don't know how to say this in words but it seems like the top most skin is the back of the skin (folded over) so this deserves more light and a highlight along that top bone.
Straight under that is darkest since it's the most in shadow, ant the next bone down doesn't get any highlights so simply use the different hue and materials reaction to light (bit higher base brightness) to separate it from surrounding dark skin.
Bone at bottom gets more light but not as much as top bones.
Once you have base shading down it would be great to experiment with backlit translucency to really highlight those veins and stuff, but that's something I suck at at the moment so maybe someone better can help out there for both our sales :-)